This can be a really special occasion dinner or just a weeknight dinner since it cooks fairly quickly. Optional mushrooms add depth. You'll start the steak on the stovetop and then finish in the oven while sauteing the mushrooms. My husband said, "This is better than any restaurant steak I've had." Doesn't get any better than that!
Combine balsamic vinegar, bourbon and worcestershire sauce in a small bowl. Rinse and pat dry filet mignon and place in a shallow dish. Pour half of the marinade over the steaks (you'll use the other half with the mushrooms), turning to coat. Place in the refrigerator for an hour, turning after 30 minutes. (I cut the steaks in half horizontally to reduce cooking time.)
Pre-heat oven to 425 degrees.
In a cast iron skillet or other oven-proof pan, melt 2 tbs butter over medium high heat. Place steaks in the skillet and allow to sear, untouched, 3 minutes. Discard the marinade in the dish the steaks were in.
Turn steaks and remove from heat. Place the skillet in the oven for 15-20 minutes, depending on the thickness of the steak.
While the steaks finish, melt remaining 2 tbs butter in a saute pan over medium heat. Add mushrooms and saute until soft, 5 minutes. Pour half of the remaining marinade over the mushrooms, add thyme, reduce heat and continue to saute 6-8 minutes. Taste at this point and add more marinade to the mushrooms, for stronger flavor, if desired.
Plate steaks when done. Spoon mushrooms over the top.